Going back is considerably harder than you may think. Once you move to a new place, you create a life for yourself, you form social networks, relationships, habits etc. Leaving all that for the uncertainty of a place which you left because of whatever reason seems like a huge gamble and something I would personally find hard to do.

Of course, it depends on ones nature. I have friends who miss and pine for their home country and do end up going back. Others like myself enjoy our new lives and identities in the US and stay.